V-Lab
V-Lab

Hanil Hyundai Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:16.26% (+0.45%)

Analysis last updated: Thursday, March 28, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanil Hyundai Cement Co Ltd S0GARCH
paramt-stat
ω0.69016.07
α0.151510.38
β0.788442.54
γ1-0.0015-0.04
γ20.04420.82
γ3-0.1668-4.89
γ40.24817.56
γ5-0.1995-5.26
γ60.14784.18
γ7-0.1808-5.57
γ80.17136.97
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts